Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47970.85 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46575.97 Kr¶

PnL: ---------------------------------------> -312.6 Kr¶

DD now: ---------------------------------> -1.355 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 15:08:58.596193'

Anic Portfolio¶

Today¶

Return: 0.92 %¶

This Week¶

Return: 0.92 %¶

Total¶

Return: 57.044 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.630000 2866.500000 230.500000 8.740000 2636.000010
Beijer Electronics Group 26 0.500000 3151.200000 180.200000 6.070000 2971.000006
Corem Property Group B 59 5.960000 681.450000 104.450000 18.100000 576.999999
Samhällsbyggnadsbo. i Norden B 20 5.840000 449.800000 94.800000 26.700000 355.000000
HMS Networks 2 1.520000 722.800000 49.800000 7.400000 673.000000
Samhällsbyggnadsbo. i Norden D 12 4.720000 271.440000 25.440000 10.340000 246.000000
MedCap 2 4.720000 444.000000 23.000000 5.460000 421.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Boozt 12 0.360000 1676.400000 22.400000 1.350000 1653.999996
OEM International B 7 2.480000 550.200000 22.200000 4.200000 527.999997
Midsona B 63 2.130000 604.800000 21.800000 3.740000 582.999984
Nordea Bank Abp 29 0.720000 3474.200000 20.200000 0.580000 3453.999992
Coor Service Management Hold. 8 0.440000 548.400000 16.400000 3.080000 532.000000
Intrum 4 1.800000 542.000000 15.000000 2.850000 527.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Norva24 Group 16 0.290000 554.880000 11.880000 2.190000 543.000000
AcadeMedia 12 0.940000 566.640000 9.640000 1.730000 557.000004
Resurs Holding 22 -0.380000 582.780000 8.780000 1.530000 573.999998
Essity A 4 -0.170000 1156.000000 7.000000 0.610000 1149.000000
Essity B 2 0.520000 579.400000 5.400000 0.940000 574.000000
Karnov Group 9 -2.120000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.230000 547.000000 1.000000 0.180000 546.000000
Swedbank A 3 0.240000 562.350000 -1.650000 -0.290000 564.000000
Securitas B 6 0.790000 568.080000 -1.920000 -0.340000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
CTEK 13 2.410000 530.400000 -3.600000 -0.670000 533.999999
SAAB B 8 2.000000 3348.000000 -29.000000 -0.860000 3377.000000
International Petroleum Corp. 5 2.880000 535.500000 -59.070000 -9.930000 594.565215
Sampo Oyj SDB 7 0.740000 3790.500000 -59.500000 -1.550000 3850.000000
Vivesto 1368 2.560000 547.200000 -65.800000 -10.730000 612.999432
OX2 18 -1.290000 1514.700000 -149.300000 -8.970000 1663.999992
Axfood 13 0.660000 3578.900000 -177.100000 -4.720000 3756.000001
Ovzon 52 2.600000 3073.200000 -288.800000 -8.590000 3361.999992
Fasadgruppen Group 35 -1.210000 3423.000000 -388.000000 -10.180000 3810.999990
TOTAL 46575.970000 -312.600000 -1.35522% 46888.564618

Updated:¶

'2023-01-16 15:09:10.970027'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶